An immortal and very old man resides in a mausoleum. He is the last man on Earth. He hears a great noise, goes outside and is disappointed, it was only a starship decelerating in the atmosphere. The aliens land and attempt to interview the man using a translator. He amuses himself by changing languages many times during the interview until he is caught. The aliens leave after determining that the man believes everyone died of 'Peace' and that he had refused this peace and had been condemned to immortality.
I last read this over twenty years ago, but it was probably from the golden age, possibly from Galaxy or Amazing Stories.
I have just read "Forever" by Damon Knight (1981), this is a very short story and nothing like the one I am seeking.